Carnegie Mellon University

Weilin Fu

Weilin (Allen) Fu

Class of 2022


Weilin (Allen) Fu graduated from Renmin University of China with a dual-degree in Applied Mathematics and Finance in 2017. Before joining the MSCF program, Allen worked as a quantitative trader and data analyst in China for three years, achieving a successful trading record in China and international markets. He accumulated rich research experience in quantitative strategy during his previous job, covering high-frequency trading, statistical arbitrage, and factor mining. Besides strategy research, he also has experience in trading execution system and back-testing system design. One of the trading execution algorithms designed by him saved up to 40% of the trading costs, greatly improved the performance of strategies. Allen also has a passion for applying machine learning in computational finance and has done researches in this interdisciplinary area. One of his research papers has been accepted by AAAI, a top conference in Artificial Intelligence. After graduation, Allen intends to pursue a career path in quantitative research,  quantitative trading, and asset management.